Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	NVIDIA CORP	200,000,000	$662M	6.5%	$1.63	—	NOTE 1.000%12/0	67066GAC8
—	VERISIGN INC	136,800,000	$314M	3.1%	$1.85	—	SDCV 3.250% 8/1	92343EAD4
—	NOVELLUS SYS INC	102,414,000	$286M	2.8%	$2.79	—	NOTE 2.625% 5/1	670008AD3
—	MICROCHIP TECHNOLOGY INC	87,600,000	$227M	2.2%	$1.96	—	SDCV 2.125%12/1	595017AB0
—	INTEL CORP	119,951,000	$220M	2.2%	$1.59	—	SDCV 3.250% 8/0	458140AF7
—	TYSON FOODS INC	2,510,325	$207M	2.0%	$49.94	—	UNIT 99/99/9999	902494301
—	YAHOO INC	4,567,237	$197M	1.9%	$39.09	—	COM	984332106
KLAC	KLA-TENCOR CORP	2,786,420	$194M	1.9%	$56.21	+9.4%	COM	482480100
—	T MOBILE US INC	2,443,375	$191M	1.9%	$63.49	—	CONV PFD SER A	872590203
—	LINEAR TECHNOLOGY CORP	3,078,701	$183M	1.8%	$59.29	—	COM	535678106
AGN 5.5 03/01/18 A	ALLERGAN PLC	214,250	$175M	1.7%	$831.86	—	PFD CONV SER A	G0177J116
—	WHITEWAVE FOODS CO	3,207,343	$175M	1.7%	$54.43	—	COM	966244105
—	DOW CHEM CO	3,291,160	$171M	1.7%	$51.63	—	COM	260543103
—	VALSPAR CORP	1,595,163	$169M	1.7%	$107.05	—	COM	920355104
—	ST JUDE MED INC	2,082,346	$166M	1.6%	$78.31	—	COM	790849103
—	RITE AID CORP	20,112,819	$155M	1.5%	$7.90	—	COM	767754104
—	CIGNA CORPORATION	1,184,641	$154M	1.5%	$139.23	—	COM	125509109
HUM	HUMANA INC	851,693	$151M	1.5%	$165.35	-2.8%	COM	444859102
—	SPECTRA ENERGY CORP	3,473,825	$149M	1.5%	$42.75	—	COM	847560109
—	CST BRANDS INC	2,993,864	$144M	1.4%	$48.09	—	COM	12646R105
STLA 7.875 12/15/16 FCAU	FIAT CHRYSLER AUTOMOBILES N	2,186,825	$141M	1.4%	$60.13	—	MAN COV SEC 16	N31738110
—	WESTAR ENERGY INC	2,468,433	$140M	1.4%	$56.31	—	COM	95709T100
—	MONSANTO CO NEW	1,313,280	$134M	1.3%	$102.42	—	COM	61166W101
—	CEPHEID	2,545,865	$134M	1.3%	$52.69	—	COM	15670R107
—	ENVISION HEALTHCARE HLDGS IN	5,404,496	$120M	1.2%	$22.75	—	COM	29413U103
—	PALO ALTO NETWORKS INC	76,050,000	$116M	1.1%	$1.63	—	NOTE 7/0	697435AB1
—	WEATHERFORD INTL LTD	101,725,000	$114M	1.1%	$1.11	—	NOTE 5.875% 7/0	947075AH0
—	ITC HLDGS CORP	2,425,547	$113M	1.1%	$45.33	—	COM	465685105
—	RACKSPACE HOSTING INC	3,263,415	$103M	1.0%	$31.69	—	COM	750086100
—	MOLINA HEALTHCARE INC	66,325,000	$101M	1.0%	$1.53	—	NOTE 1.125% 1/1	60855RAC4
—	WELLPOINT INC	54,129,000	$95.06M	0.9%	$2.04	—	NOTE 2.750%10/1	94973VBG1
—	QUINTILES TRANSNATIO HLDGS I	1,153,791	$93.53M	0.9%	$69.27	—	COM	74876Y101
—	LINKEDIN CORP	488,421	$93.35M	0.9%	$189.49	—	COM CL A	53578A108
—	INTERSIL CORP	4,022,602	$88.22M	0.9%	$21.93	—	CL A	46069S109
—	ALERE INC	1,998,698	$86.42M	0.8%	$49.77	—	COM	01449J105
—	PRICELINE GRP INC	53,675,000	$85.21M	0.8%	$1.42	—	NOTE 1.000% 3/1	741503AQ9
—	ANTHEM INC	1,946,450	$85.2M	0.8%	$48.39	—	UNIT 05/01/20188	036752202
—	G & K SVCS INC	862,378	$82.35M	0.8%	$95.49	—	CL A	361268105
—	PIEDMONT NAT GAS INC	1,314,292	$78.91M	0.8%	$57.72	—	COM	720186105
—	PRIVATEBANCORP INC	1,642,010	$75.4M	0.7%	$44.96	—	COM	742962103
—	POST PPTYS INC	1,091,724	$72.2M	0.7%	$66.13	—	COM	737464107
—	AVG TECHNOLOGIES N V	2,866,874	$71.7M	0.7%	$25.01	—	SHS	N07831105
—	NETSUITE INC	640,004	$70.84M	0.7%	$110.69	—	COM	64118Q107
—	EMPIRE DIST ELEC CO	1,910,333	$65.22M	0.6%	$33.61	—	COM	291641108
—	LEXMARK INTL INC	1,559,830	$62.33M	0.6%	$38.53	—	CL A	529771107
—	WELLTOWER INC	914,825	$61.18M	0.6%	$60.73	—	6.50% PFD PREPET	95040Q203
—	EVERBANK FINL CORP	3,102,727	$60.07M	0.6%	$19.36	—	COM	29977G102
—	ASTORIA FINL CORP	4,078,669	$59.55M	0.6%	$15.85	—	COM	046265104
—	HERBALIFE LTD	59,700,000	$59.18M	0.6%	$0.87	—	NOTE 2.000% 8/1	42703MAB9
—	CVENT INC	1,851,619	$58.72M	0.6%	$34.86	—	COM	23247G109
—	MICRON TECHNOLOGY INC	29,975,000	$57.18M	0.6%	$2.82	—	NOTE 2.375% 5/0	595112AW3
—	LINKEDIN CORP	56,115,000	$55.87M	0.5%	$1.03	—	NOTE 0.500%11/0	53578AAB4
—	CHEMTURA CORP	1,700,000	$55.78M	0.5%	$32.81	—	COM NEW	163893209
—	TESLA MTRS INC	34,125,000	$55.16M	0.5%	$1.65	—	NOTE 1.500% 6/0	88160RAA9
—	YADKIN FINL CORP	2,090,082	$54.95M	0.5%	$26.29	—	COM	984305102
—	EXELON CORP	1,127,825	$53.23M	0.5%	$48.27	—	UNIT 99/99/9999	30161N127
—	FLEETMATICS GROUP PLC	885,724	$53.13M	0.5%	$59.98	—	COM	G35569105
—	MEDICINES CO	40,475,000	$52.59M	0.5%	$1.13	—	NOTE 2.500% 1/1	584688AE5
—	ROFIN SINAR TECHNOLOGIES INC	1,618,911	$52.1M	0.5%	$32.10	—	COM	775043102
—	INTERACTIVE INTELLIGENCE GRO	822,297	$49.45M	0.5%	$60.14	—	COM	45841V109
—	DYCOM INDS INC	44,600,000	$48.84M	0.5%	$1.09	—	NOTE 0.750% 9/1	267475AB7
—	TALEN ENERGY CORP	3,269,411	$45.28M	0.4%	$13.64	—	COM	87422J105
—	VIRGIN AMER INC	843,307	$45.13M	0.4%	$55.10	—	COM VTG	92765X208
—	ALLEGHENY TECHNOLOGIES INC	31,525,000	$44.63M	0.4%	$1.37	—	NOTE 4.750% 7/0	01741RAG7
—	CEMEX SAB DE CV	39,500,000	$44.54M	0.4%	$1.06	—	NOTE 3.750% 3/1	151290BC6
—	EURONET WORLDWIDE INC	32,894,000	$41.57M	0.4%	$1.19	—	NOTE 1.500%10/0	298736AH2
—	INCONTACT INC	2,915,688	$40.76M	0.4%	$13.87	—	COM	45336E109
—	JOY GLOBAL INC	1,466,500	$40.68M	0.4%	$27.74	—	COM	481165108
—	FRONTIER COMMUNICATIONS CORP	483,025	$40.57M	0.4%	$93.38	—	PFD CONV SER-A	35906A207
—	STARWOOD PPTY TR INC	34,825,000	$39.48M	0.4%	$1.14	—	NOTE 4.000% 1/1	85571BAB1
—	MICRON TECHNOLOGY INC	20,700,000	$39.36M	0.4%	$2.57	—	NOTE 3.125% 5/0	595112AX1
—	FMC TECHNOLOGIES INC	1,324,091	$39.29M	0.4%	$29.67	—	COM	30249U101
—	TWENTY FIRST CENTY FOX INC	1,606,269	$38.9M	0.4%	$25.44	—	CL A	90130A101
—	PRESS GANEY HLDGS INC	931,976	$37.65M	0.4%	$40.40	—	COM	74113L102
—	RAPTOR PHARMACEUTICAL CORP	4,062,563	$36.44M	0.4%	$8.97	—	COM	75382F106
—	SPIRIT RLTY CAP INC NEW	32,725,000	$36.2M	0.4%	$0.98	—	NOTE 2.875% 5/1	84860WAA0
—	MICRON TECHNOLOGY INC	18,755,000	$33.19M	0.3%	$1.82	—	NOTE 2.125% 2/1	595112AV5
—	APOLLO ED GROUP INC	4,162,232	$33.09M	0.3%	$8.62	—	CL A	037604105
—	ON SEMICONDUCTOR CORP	26,714,000	$31.92M	0.3%	$1.13	—	NOTE 2.625%12/1	682189AH8
CC	CHEMOURS CO	1,991,742	$31.87M	0.3%	$5.76	+44.5%	COM	163851108
—	DYNEGY INC NEW DEL	374,750	$31.09M	0.3%	$99.57	—	UNIT 07/01/20191	26817R405
—	BLACK HILLS CORP	448,500	$30.97M	0.3%	$60.80	—	UNIT 99/99/9999	092113125
—	ALLSCRIPTS HEALTHCARE SOLUTN	29,525,000	$30.37M	0.3%	$1.03	—	NOTE 1.250% 7/0	01988PAD0
—	INFOBLOX INC	1,143,902	$30.16M	0.3%	$26.37	—	COM	45672H104
—	WEBMD HEALTH CORP	25,875,000	$29.98M	0.3%	$1.06	—	NOTE 1.500%12/0	94770VAK8
—	TTM TECHNOLOGIES INC	22,500,000	$29.87M	0.3%	$1.04	—	NOTE 1.750%12/1	87305RAD1
—	EMERGENT BIOSOLUTIONS INC	24,150,000	$29.66M	0.3%	$1.16	—	NOTE 2.875% 1/1	29089QAB1
—	CARMIKE CINEMAS INC	893,355	$29.2M	0.3%	$30.04	—	COM	143436400
—	MERITOR INC	21,281,000	$28.73M	0.3%	$1.48	—	NOTE 7.875% 3/0	59001KAC4
HPE	HEWLETT PACKARD ENTERPRISE C	1,246,576	$28.36M	0.3%	$7.03	+34.2%	COM	42824C109
—	INGRAM MICRO INC	789,021	$28.14M	0.3%	$35.80	—	CL A	457153104
—	WEBMD HEALTH CORP	26,675,000	$27.82M	0.3%	$1.01	—	NOTE 2.500% 1/3	94770VAF9
—	TAKE-TWO INTERACTIVE SOFTWAR	11,400,000	$26.93M	0.3%	$2.36	—	NOTE 1.750%12/0	874054AC3
EBAY	EBAY INC	808,691	$26.61M	0.3%	$24.56	+9.4%	COM	278642103
—	STANDARD PAC CORP NEW	24,880,000	$26.05M	0.3%	$1.16	—	NOTE 1.250% 8/0	85375CBC4
HE	HAWAIIAN ELEC INDUSTRIES	863,928	$25.79M	0.3%	$33.08	-7.1%	COM	419870100
—	BATS GLOBAL MKTS INC	828,204	$24.95M	0.2%	$30.13	—	COM	05491G109
—	NORTHSTAR RLTY FIN CORP	1,874,881	$24.69M	0.2%	$11.96	—	COM	66704R803
—	AMERICAN CAP LTD	1,439,225	$24.34M	0.2%	$15.83	—	COM	02503Y103
RACE	FERRARI N V	464,959	$24.12M	0.2%	$41.15	+13.2%	COM	N3167Y103
CABO	CABLE ONE INC	40,974	$23.93M	0.2%	$394.49	+22.7%	COM	12685J105
—	NORTHSTAR ASSET MGMT GROUP I	1,846,810	$23.88M	0.2%	$12.05	—	COM	66705Y104
—	ISLE OF CAPRI CASINOS INC	1,041,219	$23.2M	0.2%	$22.28	—	COM	464592104
—	MEDIA GEN INC NEW	1,248,350	$23.01M	0.2%	$16.10	—	COM	58441K100
—	KLX INC	653,429	$23M	0.2%	$31.48	—	COM	482539103
ENR	ENERGIZER HLDGS INC NEW	459,264	$22.95M	0.2%	$28.91	+24.7%	COM	29272W109
—	ACORDA THERAPEUTICS INC	26,950,000	$22.12M	0.2%	$0.98	—	NOTE 1.750% 6/1	00484MAA4
FTV	FORTIVE CORP	431,180	$21.95M	0.2%	$30.87	0.0%	COM	34959J108
—	PDL BIOPHARMA INC	22,225,000	$21.7M	0.2%	$0.96	—	NOTE 4.000% 2/0	69329YAF1
—	MSG NETWORK INC	1,148,240	$21.37M	0.2%	$19.37	—	CL A	553573106
—	MENTOR GRAPHICS CORP	15,775,000	$21.1M	0.2%	$1.05	—	SDCV 4.000% 4/0	587200AK2
BLD	TOPBUILD CORP	630,211	$20.92M	0.2%	$29.87	+17.9%	COM	89055F103
—	CARE CAP PPTYS INC	718,484	$20.48M	0.2%	$30.70	—	COM	141624106
—	SEACOR HOLDINGS INC	20,150,000	$20.33M	0.2%	$0.98	—	NOTE 2.500%12/1	811904AM3
LITE	LUMENTUM HLDGS INC	486,472	$20.32M	0.2%	$22.37	+47.0%	COM	55024U109
—	VITAE PHARMACEUTICALS INC	942,400	$19.71M	0.2%	$20.92	—	COM	92847N103
—	WHITING PETE CORP NEW	20,400,000	$19.69M	0.2%	$0.90	—	DBCV 1.250% 6/0	966387AU6
—	CARDINAL FINL CORP	752,783	$19.64M	0.2%	$26.09	—	COM	14149F109
—	STARWOOD PPTY TR INC	17,575,000	$19.35M	0.2%	$1.10	—	NOTE 4.550% 3/0	85571BAA3
—	HORIZON PHARMA INVT LTD	19,900,000	$19.34M	0.2%	$0.88	—	NOTE 2.500% 3/1	44052TAB7
NGVT	INGEVITY CORP	418,013	$19.27M	0.2%	$32.01	+31.9%	COM	45688C107
—	AGRIUM INC	211,676	$19.2M	0.2%	$90.69	—	COM	008916108
—	HURON CONSULTING GROUP INC	18,800,000	$19.04M	0.2%	$1.02	—	NOTE 1.250%10/0	447462AB8
—	MOLINA HEALTHCARE INC	15,900,000	$18.9M	0.2%	$1.19	—	DBCV 1.625% 8/1	60855RAD2
—	AEP INDS INC	171,558	$18.76M	0.2%	$109.37	—	COM	001031103
—	COMMUNICATIONS SALES&LEAS IN	593,214	$18.63M	0.2%	$23.10	—	COM	20341J104
—	PROSPECT CAPITAL CORPORATION	18,700,000	$18.57M	0.2%	$0.94	—	NOTE 4.750% 4/1	74348TAQ5
—	COLONY CAP INC	18,375,000	$18.05M	0.2%	$0.96	—	NOTE 3.875% 1/1	19624RAB2
UE	URBAN EDGE PPTYS	635,214	$17.88M	0.2%	$25.21	—	COM	91704F104
KEYS	KEYSIGHT TECHNOLOGIES INC	547,926	$17.36M	0.2%	$29.50	+0.8%	COM	49338L103
—	DELL TECHNOLOGIES INC	360,693	$17.24M	0.2%	$47.80	—	COM CL V	24703L103
—	OASIS PETE INC NEW	15,000,000	$17M	0.2%	$1.13	—	NOTE 2.625% 9/1	674215AJ7
—	VECTOR GROUP LTD	11,050,000	$16.41M	0.2%	$1.45	—	FRNT 1/1	92240MAY4
—	GENCORP INC	8,250,000	$16.12M	0.2%	$2.58	—	SDCV 4.062%12/3	368682AN0
—	DOMINION RES INC VA NEW	305,425	$15.44M	0.2%	$50.55	—	UNIT 08/15/2019	25746U836
—	STARZ	476,640	$14.87M	0.1%	$29.92	—	COM SER A	85571Q102
—	WRIGHT MED GROUP INC	13,800,000	$14.81M	0.1%	$0.90	—	NOTE 2.000% 2/1	98235TAE7
—	CF CORP	1,500,000	$14.69M	0.1%	$9.79	—	SHS CL A	G20307107
—	VECTOR GROUP LTD	12,625,000	$14.45M	0.1%	$1.15	—	NOTE 1.750% 4/1	92240MBC1
—	SOUTHWESTERN ENERGY CO	446,775	$14.26M	0.1%	$46.40	—	DEP SHS 1/20 B	845467208
—	GCP APPLIED TECHNOLOGIES INC	501,564	$14.2M	0.1%	$22.29	—	COM	36164Y101
—	HALYARD HEALTH INC	402,121	$13.94M	0.1%	$31.03	—	COM	40650V100
—	TIVO CORP	700,434	$13.64M	0.1%	$19.48	—	COM	88870P106
—	CHENIERE ENERGY INC	21,075,000	$13.47M	0.1%	$0.82	—	NOTE 4.250% 3/1	16411RAG4
—	SUNPOWER CORP	14,450,000	$13.24M	0.1%	$1.11	—	DBCV 0.750% 6/0	867652AG4
—	CONVERGYS CORP	4,725,000	$13.05M	0.1%	$2.10	—	SDCV 5.750% 9/1	212485AE6
—	CDK GLOBAL INC	207,733	$11.92M	0.1%	$46.76	—	COM	12508E101
—	J2 GLOBAL INC	9,150,000	$10.63M	0.1%	$1.16	—	NOTE 3.250% 6/1	48123VAC6
—	SILICON GRAPHICS INTL CORP	1,334,208	$10.27M	0.1%	$7.70	—	COM	82706L108
—	SPIRIT RLTY CAP INC NEW	9,025,000	$10.26M	0.1%	$0.98	—	NOTE 3.750% 5/1	84860WAB8
—	DOMINION RES INC VA NEW	200,000	$10.01M	0.1%	$50.06	—	UNIT 99/99/9999	25746U869
—	INTEL CORP	7,225,000	$9.993M	0.1%	$1.27	—	SDCV 12/1	458140AD2
—	FIDELITY & GTY LIFE	414,291	$9.607M	0.1%	$25.09	—	COM	315785105
—	M III ACQUISITION CORP	965,221	$9.459M	0.1%	$9.80	—	UNIT 99/99/9999T	55378T203
—	PARKWAY PPTYS INC	554,910	$9.439M	0.1%	$16.73	—	COM	70159Q104
—	GANNETT CO INC	805,882	$9.38M	0.1%	$15.78	—	COM	36473H104
—	AROWANA INC	875,000	$8.916M	0.1%	$9.77	—	SHS	G05011104
—	STILLWATER MNG CO	7,000,000	$8.435M	0.1%	$1.21	—	NOTE 1.750%10/1	86074QAL6
—	RYLAND GROUP INC	7,000,000	$8.413M	0.1%	$1.22	—	NOTE 1.625% 5/1	783764AQ6
HLF	HERBALIFE LTD	135,505	$8.4M	0.1%	$23.15	+36.4%	COM USD SHS	G4412G101
LBRDA	LIBERTY BROADBAND CORP	119,712	$8.399M	0.1%	$48.59	+27.1%	COM SER A	530307107
—	EPIQ SYS INC	507,969	$8.376M	0.1%	$16.49	—	COM	26882D109
—	STELLAR ACQUISITION III INC	800,000	$7.976M	0.1%	$9.97	—	UNIT 03/22/2022	Y8172W123
—	EZCORP INC	8,000,000	$7.915M	0.1%	$0.91	—	NOTE 2.625% 6/1	302301AB2
—	THERAVANCE INC	8,950,000	$7.54M	0.1%	$0.84	—	NOTE 2.125% 1/1	88338TAB0
—	SUFFOLK BANCORP	199,804	$6.947M	0.1%	$32.03	—	COM	864739107
—	GENERAL CABLE CORP DEL NEW	9,852,000	$6.632M	0.1%	$0.76	—	FRNT 4.500%11/1	369300AL2
—	STERICYCLE INC	100,000	$6.608M	0.1%	$66.08	—	DEP PFD A 1/10	858912207
ANW 4 11/01/18	AEGEAN MARINE PETE NETWORK I	6,250,000	$6.25M	0.1%	$1.06	—	NOTE 4.000%11/0	Y0020QAA9
—	AMYRIS INC	12,049,000	$6.228M	0.1%	$1.07	—	DBCV 9.500% 4/1	03236MAD3
—	NETSUITE INC	5,000,000	$5.544M	0.1%	$1.11	—	NOTE 0.250% 6/0	64118QAB3
—	ENDOCHOICE HLDGS INC	686,049	$5.475M	0.1%	$7.98	—	COM	29272U103
—	HYDRA INDS ACQUISITION CORP	539,900	$5.377M	0.1%	$9.45	—	COM	448740100
—	CYNAPSUS THERAPEUTICS INC	133,503	$5.369M	0.1%	$40.22	—	COM PAR NO PAR	23257Y859
—	ALON USA ENERGY INC	5,450,000	$5.208M	0.1%	$1.28	—	NOTE 3.000% 9/1	020520AB8
—	LANDCADIA HLDGS INC	500,000	$5.125M	0.1%	$10.03	—	UNIT 12/31/2021T	51476W206
—	KLR ENERGY ACQUISITION CORP	500,000	$5.06M	0.0%	$10.12	—	CL A	49877M108
—	PATTERN ENERGY GROUP INC	5,000,000	$5.056M	0.0%	$1.01	—	NOTE 4.000% 7/1	70338PAB6
—	SUNEDISON SEMICONDUCTOR LTD	440,516	$5.017M	0.0%	$11.39	—	SHS	Y8213L102
—	MONSTER WORLDWIDE INC	5,000,000	$5.016M	0.0%	$1.13	—	NOTE 3.500%10/1	611742AB3
—	M I ACQUISITIONS INC	500,000	$5.01M	0.0%	$10.02	—	UNIT 99/99/9999	55304A203
—	PACIFIC SPL ACQUISITION CORP	415,000	$4.254M	0.0%	$9.85	—	SHS	G68588105
—	RAMBUS INC DEL	3,575,000	$4.223M	0.0%	$1.23	—	NOTE 1.125% 8/1	750917AE6
—	INTERACTIVE INTELLIGENCE GRO	3,500,000	$4.049M	0.0%	$1.16	—	NOTE 1.250% 6/0	45841VAB5
—	CITRIX SYS INC	47,200	$4.022M	0.0%	$68.12	—	COM	177376100
—	AMERICAN RLTY CAP PPTYS INC	4,000,000	$3.995M	0.0%	$1.00	—	NOTE 3.000% 8/0	02917TAA2
—	AMERICAN RLTY CAP PPTYS INC	3,875,000	$3.965M	0.0%	$1.02	—	NOTE 3.750%12/1	02917TAB0
—	INTEROIL CORP	73,833	$3.76M	0.0%	$50.93	—	COM	460951106
NWSA	NEWS CORP NEW	265,042	$3.705M	0.0%	$12.36	-4.5%	CL A	65249B109
—	ORIGO ACQUISITION CORP	350,000	$3.605M	0.0%	$10.22	—	SHS	G67789126
—	DTS INC	82,900	$3.527M	0.0%	$42.55	—	COM	23335C101
—	HEALTHWAYS INC	2,250,000	$3.275M	0.0%	$1.17	—	NOTE 1.500% 7/0	422245AB6
—	AMTRUST FINL SVCS INC	3,425,000	$2.988M	0.0%	$0.79	—	NOTE 2.750%12/1	032359AG6
—	TOBIRA THERAPEUTICS INC	75,000	$2.981M	0.0%	$39.75	—	COM	88883P101
—	COWEN GROUP INC NEW	3,050,000	$2.976M	0.0%	$1.14	—	NOTE 3.000% 3/1	223622AB7
—	WCI CMNTYS INC	125,419	$2.975M	0.0%	$23.78	—	COM PAR $0.01	92923C807
—	COMMUNITYONE BANCORP	201,952	$2.795M	0.0%	$13.39	—	COM	20416Q108
—	KEYCORP NEW	20,000	$2.725M	0.0%	$129.65	—	PFD 7.75% SR A	493267405
—	ISTAR INC	2,600,000	$2.626M	0.0%	$1.20	—	NOTE 3.000%11/1	45031UBR1
—	AMAG PHARMACEUTICALS INC	2,250,000	$2.538M	0.0%	$1.11	—	NOTE 2.500% 2/1	00163UAA4
—	LIBERTY ALL STAR EQUITY FD	474,160	$2.456M	0.0%	$5.83	—	SH BEN INT	530158104
—	INVACARE CORP	2,500,000	$2.436M	0.0%	$1.06	—	SDCV 4.125% 2/0	461203AD3
—	BLACKROCK RES & COMM STRAT T	297,053	$2.421M	0.0%	$9.56	—	SHS	09257A108
—	CENVEO CORP	2,425,000	$2.301M	0.0%	$0.94	—	NOTE 7.000% 5/1	15671BAJ0
—	COMPUCREDIT HLDGS CORP	5,000,000	$2.15M	0.0%	$0.42	—	NOTE 5.875%11/3	20478NAD2
—	BROOKDALE SR LIVING INC	2,150,000	$2.143M	0.0%	$1.00	—	NOTE 2.750% 6/1	112463AA2
—	ENERNOC INC	3,000,000	$2.134M	0.0%	$0.70	—	DBCV 2.250% 8/1	292764AB3
—	NATIONAL INTERSTATE CORP	62,591	$2.036M	0.0%	$29.95	—	COM	63654U100
—	APIGEE CORP	116,022	$2.019M	0.0%	$17.40	—	COM	03765N108
—	TRONC INC	119,509	$2.017M	0.0%	$13.80	—	COM	89703P107
—	JENSYN ACQUISITION CORP	200,000	$2.006M	0.0%	$10.03	—	COM	47632B102
—	STARWOOD WAYPOINT RESIDENTL	1,850,000	$1.989M	0.0%	$1.03	—	NOTE 4.500%10/1	85571WAD1
—	LIBERTY TRIPADVISOR HLDGS IN	90,211	$1.971M	0.0%	$26.61	—	COM SER A	531465102
—	ACCURAY INC	1,475,000	$1.921M	0.0%	$1.78	—	DEBT 3.500% 2/0	004397AF2
—	ALPINE GLOBAL PREMIER PPTYS	341,438	$1.895M	0.0%	$6.77	—	COM SBI	02083A103
—	ALBANY MOLECULAR RESH INC	1,600,000	$1.893M	0.0%	$1.28	—	NOTE 2.250%11/1	012423AB5
—	SKULLCANDY INC	290,482	$1.842M	0.0%	$6.26	—	COM	83083J104
—	DHT HOLDINGS INC	2,000,000	$1.798M	0.0%	$0.95	—	DEBT 4.500%10/0	23335SAB2
—	OCEAN SHORE HLDG CO NEW	69,100	$1.565M	0.0%	$22.65	—	COM	67501R103
—	VIMPELCOM LTD	443,365	$1.543M	0.0%	$3.48	—	SPONSORED ADR	92719A106
—	CORENERGY INFRASTRUCTURE TR	1,500,000	$1.519M	0.0%	$0.85	—	NOTE 7.000% 6/1	21870UAA4
—	RESOURCE CAP CORP	1,500,000	$1.495M	0.0%	$0.96	—	NOTE 8.000% 1/1	76120WAB0
TGLS	TECNOGLASS INC	122,648	$1.477M	0.0%	$9.08	0.0%	SHS	G87264100
—	COUSINS PPTYS INC	138,819	$1.449M	0.0%	$10.44	—	COM	222795106
—	AMSURG CORP	11,400	$1.446M	0.0%	$124.12	—	PFD CNV SR A-1 %	03232P504
—	CBRE CLARION GLOBAL REAL EST	167,296	$1.405M	0.0%	$8.54	—	COM	12504G100
—	GREEN PLAINS INC	1,000,000	$1.39M	0.0%	$1.27	—	NOTE 3.250%10/0	393222AD6
—	MONSTER WORLDWIDE INC	382,821	$1.382M	0.0%	$3.61	—	COM	611742107
HRI	HERC HLDGS INC	38,661	$1.303M	0.0%	$30.89	0.0%	COM	42704L104
—	SPECTRUM PHARMACEUTICALS INC	1,450,000	$1.3M	0.0%	$0.92	—	NOTE 2.750%12/1	84763AAB4
—	GENERAL AMERN INVS INC	36,364	$1.187M	0.0%	$31.17	—	COM	368802104
—	CAPITOL ACQUISITION CORP III	1,750,000	$1.181M	0.0%	$0.42	—	*W EXP 10/13/202	14055M114
—	HUNTINGTON BANCSHARES INC	800	$1.148M	0.0%	$1336.25	—	PFD CONV SER A	446150401
—	BOULEVARD ACQUISITION	1,867,842	$1.065M	0.0%	$0.40	—	*W EXP 09/25/202	10157Q110
TRGP	TARGA RES CORP	21,613	$1.061M	0.0%	$28.49	+1.4%	COM	87612G101
—	CENTRAL SECS CORP	48,916	$1.039M	0.0%	$21.80	—	COM	155123102
—	RMR REAL ESTATE INCOME FUND	46,636	$1.014M	0.0%	$20.76	—	COM	76970B101
—	SABAN CAP ACQUISITION CORP	100,000	$1.008M	0.0%	$10.08	—	UNIT 99/99/9999	78516C205
—	QUIDEL CORP	1,000,000	$1.008M	0.0%	$1.09	—	NOTE 3.250%12/1	74838JAA9
—	ARES DYNAMIC CR ALLOCATION F	64,371	$956K	0.0%	$15.90	—	COM	04014F102
—	HUTCHINSON TECHNOLOGY INC	236,795	$942K	0.0%	$3.59	—	COM	448407106
—	HYDRA INDS ACQUISITION CORP	2,000,000	$900K	0.0%	$0.37	—	RIGHT 99/99/9999	448740126
—	SPX CORP	43,234	$871K	0.0%	$9.33	—	COM	784635104
—	CARDCONNECT CORP	775,000	$845K	0.0%	$1.09	—	*W EXP 07/29/202	14141X116
—	TRANSMONTAIGNE PARTNERS L P	20,121	$830K	0.0%	$31.15	—	COM UNIT L P	89376V100
—	MANITOWOC INC	170,694	$818K	0.0%	$4.33	—	COM	563571108
—	NEXEO SOLUTIONS INC	1,381,000	$815K	0.0%	$0.69	—	*W EXP 06/09/202	65342H110
MPLX	MPLX LP	23,015	$779K	0.0%	$50.41	—	COM UNIT REP LTD	55336V100
—	FIRST TR HIGH INCOME L/S FD	49,917	$778K	0.0%	$16.31	—	COM	33738E109
EPD	ENTERPRISE PRODS PARTNERS L	27,660	$764K	0.0%	$32.94	—	COM	293792107
—	SILVER RUN ACQUISITION CORP	139,166	$751K	0.0%	$3.18	—	*W EXP 02/23/202	82811P119
PJT	PJT PARTNERS INC	26,861	$732K	0.0%	$20.55	+9.9%	COM CL A	69343T107
—	LAKE SUNAPEE BK GROUP	40,202	$726K	0.0%	$17.29	—	COM	510866106
—	WILLIAMS PARTNERS L P NEW	18,936	$704K	0.0%	$49.22	—	COM UNIT LTD PAR	96949L105
AFIIQ	ARMSTRONG FLOORING INC	37,209	$703K	0.0%	$16.04	+19.0%	COM	04238R106
—	MODUSLINK GLOBAL SOLUTIONS I	900,000	$703K	0.0%	$0.81	—	NOTE 5.250% 3/0	60786LAB3
—	BOSTON PRIVATE FINL HLDGS IN	116,799	$702K	0.0%	$5.14	—	*W EXP 11/21/201	101119113
—	HYDRA INDS ACQUISITION CORP	1,640,000	$700K	0.0%	$0.16	—	*W EXP 10/20/202	448740118
—	ONEOK PARTNERS LP	17,057	$681K	0.0%	$37.99	—	UNIT LTD PARTN	68268N103
—	CHICOPEE BANCORP INC	35,108	$649K	0.0%	$18.30	—	COM	168565109
—	ANI PHARMACEUTICALS INC	525,000	$648K	0.0%	$1.15	—	NOTE 3.000%12/0	00182CAA1
—	ENABLE MIDSTREAM PARTNERS LP	42,053	$641K	0.0%	$13.64	—	COM UNIT RP IN	292480100
—	BOARDWALK PIPELINE PARTNERS	37,202	$638K	0.0%	$14.56	—	UT LTD PARTNER	096627104
—	MAGELLAN MIDSTREAM PRTNRS LP	8,957	$634K	0.0%	$76.26	—	COM UNIT RP LP	559080106
KMI	KINDER MORGAN INC DEL	27,367	$633K	0.0%	$23.87	-45.3%	COM	49456B101
—	DCP MIDSTREAM PARTNERS LP	17,646	$623K	0.0%	$32.23	—	COM UT LTD PTN	23311P100
—	RENEWABLE ENERGY GROUP INC	675,000	$622K	0.0%	$0.93	—	MTNF 2.750% 6/1	75972AAA1
—	ENERGY TRANSFER PRTNRS L P	16,605	$614K	0.0%	$53.51	—	UNIT LTD PARTN	29273R109
—	RICE MIDSTREAM PARTNERS LP	24,868	$603K	0.0%	$13.71	—	UNIT LTD PARTN	762819100
—	SUMMIT MIDSTREAM PARTNERS LP	26,128	$599K	0.0%	$25.37	—	COM UNIT LTD	866142102
—	MANITOWOC FOODSERVICE INC	36,879	$598K	0.0%	$14.74	—	COM	563568104
—	HOLLY ENERGY PARTNERS L P	17,387	$590K	0.0%	$31.38	—	COM UT LTD PTN	435763107
ATLC	ATLANTICUS HLDGS CORP	191,430	$586K	0.0%	$2.61	+13.6%	COM	04914Y102
—	BARNES & NOBLE ED INC	61,196	$586K	0.0%	$12.71	—	COM	06777U101
—	NUSTAR ENERGY LP	11,739	$582K	0.0%	$55.78	—	UNIT COM	67058H102
—	CLOUGH GLOBAL OPPORTUNITIES	59,632	$577K	0.0%	$10.21	—	SH BEN INT	18914E106
—	WESTERN GAS PARTNERS LP	10,341	$569K	0.0%	$61.23	—	COM UNIT LP IN	958254104
—	TC PIPELINES LP	9,875	$563K	0.0%	$58.89	—	UT COM LTD PRT	87233Q108
—	EASTERLY ACQUISITION CORP	925,000	$555K	0.0%	$0.33	—	*W EXP 07/29/202	27616L110
PAA	PLAINS ALL AMERN PIPELINE L	17,670	$555K	0.0%	$35.73	—	UNIT LTD PARTN	726503105
—	ALPINE GLOBAL DYNAMIC DIVD F	62,961	$548K	0.0%	$10.19	—	COM NEW	02082E205
—	FIRST TR ABERDEEN GLBL OPP F	46,319	$546K	0.0%	$11.55	—	COM SHS	337319107
—	TALLGRASS ENERGY PARTNERS LP	11,260	$543K	0.0%	$49.53	—	COM UNIT	874697105
—	APTEVO THERAPEUTICS INC	211,017	$540K	0.0%	$2.56	—	COM	03835L108
—	ADAMS DIVERSIFIED EQUITY FD	41,052	$540K	0.0%	$12.89	—	COM	006212104
—	MACQUARIE GLBL INFRA TOTL RE	24,589	$536K	0.0%	$21.35	—	COM	55608D101
CQP	CHENIERE ENERGY PARTNERS LP	18,085	$529K	0.0%	$29.83	—	COM UNIT	16411Q101
—	TRI CONTL CORP	24,194	$517K	0.0%	$20.13	—	COM	895436103
—	ENLINK MIDSTREAM PARTNERS LP	29,009	$514K	0.0%	$22.42	—	COM UNIT REP LTD	29336U107
—	SUNOCO LOGISTICS PRTNRS L P	17,976	$511K	0.0%	$40.97	—	COM UNITS	86764L108
—	AMERIGAS PARTNERS L P	10,964	$501K	0.0%	$46.56	—	UNIT L P INT	030975106
—	GORES HLDGS INC	414,965	$498K	0.0%	$0.27	—	*W EXP 08/13/202	382866119
—	ENBRIDGE ENERGY PARTNERS L P	19,465	$495K	0.0%	$31.04	—	COM	29250R106
—	AVID TECHNOLOGY INC	600,000	$494K	0.0%	$0.68	—	NOTE 2.000% 6/1	05367PAB6
GEL	GENESIS ENERGY L P	12,925	$491K	0.0%	$44.54	—	UNIT LTD PARTN	371927104
—	CRESTWOOD EQUITY PARTNERS LP	22,636	$481K	0.0%	$20.76	—	UNIT LTD PARTNER	226344208
—	BUCKEYE PARTNERS L P	6,687	$479K	0.0%	$72.42	—	UNIT LTD PARTN	118230101
—	ADVENT CLAY CONV SEC INC FD	81,875	$471K	0.0%	$6.72	—	COM	007639107
—	QUINPARIO ACQUISITION CORP 2	3,132,626	$470K	0.0%	$0.30	—	*W EXP 01/01/202	74874U119
—	SPECTRA ENERGY PARTNERS LP	10,414	$455K	0.0%	$49.66	—	COM	84756N109
—	TESORO LOGISTICS LP	9,250	$448K	0.0%	$44.97	—	COM UNIT LP	88160T107
—	VALERO ENERGY PARTNERS LP	10,221	$447K	0.0%	$47.94	—	COM UNT REP LP	91914J102
—	HARMONY MERGER CORP	1,631,880	$446K	0.0%	$0.40	—	*W EXP 01/01/202	413247123
—	GAIN CAP HLDGS INC	450,000	$430K	0.0%	$1.08	—	NOTE 4.125%12/0	36268WAB6
—	AGROFRESH SOLUTIONS	540,000	$421K	0.0%	$2.10	—	*W EXP 07/31/202	00856G117
—	ROYCE VALUE TR INC	33,140	$420K	0.0%	$11.59	—	COM	780910105
—	HENNESSY CAP ACQUISITION COR	1,028,837	$412K	0.0%	$0.27	—	*W EXP 07/28/202	42588J118
—	PHILLIPS 66 PARTNERS LP	8,245	$401K	0.0%	$66.74	—	COM UNIT REP INT	718549207
MMLP	MARTIN MIDSTREAM PRTNRS L P	18,768	$376K	0.0%	$31.78	—	UNIT L P INT	573331105
—	QUORUM HEALTH CORP	56,871	$357K	0.0%	$10.71	—	COM	74909E106
JCI	JOHNSON CTLS INTL PLC	7,282	$339K	0.0%	$33.21	0.0%	SHS	G51502105
—	DELAWARE ENHANCED GBL DIV &	30,618	$310K	0.0%	$10.03	—	COM	246060107
—	SHELL MIDSTREAM PARTNERS L P	9,609	$308K	0.0%	$41.52	—	UNIT LTD INT	822634101
—	TEEKAY LNG PARTNERS L P	20,319	$307K	0.0%	$26.79	—	PRTNRSP UNITS	Y8564M105
—	CONE MIDSTREAM PARTNERS LP	16,400	$297K	0.0%	$9.89	—	COM UNIT REPST	206812109
—	GLOBAL PARTNER ACQUISITION C	1,068,000	$288K	0.0%	$0.27	—	*W EXP 07/01/202	37954X113
ARKR	ARK RESTAURANTS CORP	12,578	$286K	0.0%	$17.61	+1.1%	COM	040712101
—	RESOURCE CAP CORP	275,000	$271K	0.0%	$0.92	—	NOTE 6.000%12/0	76120WAA2
—	CONYERS PK ACQUISITION	25,000	$269K	0.0%	$10.76	—	UNIT 99/99/99991	212894208
—	SPROTT FOCUS TR INC	38,154	$263K	0.0%	$6.74	—	COM	85208J109
—	AVENUE INCOME CR STRATEGIES	19,895	$258K	0.0%	$13.24	—	COM	05358E106
—	TERRAPIN 3 ACQUISITION CORP	1,428,000	$258K	0.0%	$0.32	—	*W EXP 06/27/201	88104P112
—	DISH NETWORK CORP	4,289	$235K	0.0%	$54.79	—	CL A	25470M109
—	LMP CAP & INCOME FD INC	16,951	$231K	0.0%	$13.33	—	COM	50208A102
—	CLOUGH GLOBAL EQUITY FD	19,335	$220K	0.0%	$10.78	—	COM	18914C100
—	CLOUGH GLOBAL DIVND AND INC	17,902	$217K	0.0%	$12.12	—	COM	18913Y103
—	EATON VANCE SR INCOME TR	33,149	$213K	0.0%	$6.51	—	SH BEN INT	27826S103
—	KLR ENERGY ACQUISITION CORP	500,000	$210K	0.0%	$0.42	—	*W EXP 09/16/202	49877M116
—	SWISS HELVETIA FD INC	18,215	$195K	0.0%	$11.44	—	COM	870875101
—	FRANKLIN LTD DURATION INC TR	16,100	$195K	0.0%	$12.15	—	COM	35472T101
—	GABELLI HLTHCARE & WELLNESS	18,462	$192K	0.0%	$11.22	—	SHS	36246K103
—	NUVEEN MD PREM INCOME MUN FD	13,491	$187K	0.0%	$12.74	—	COM	67061Q107
—	BROOKFIELD GLOBL LISTED INFR	13,163	$181K	0.0%	$13.73	—	COM SHS	11273Q109
—	JASON INDS INC	1,933,070	$164K	0.0%	$0.79	—	*W EXP 06/30/201	471172114
—	WESTERN ASSET WORLDWIDE INCO	12,515	$145K	0.0%	$11.17	—	COM	957668106
—	ROYCE MICRO-CAP TR INC	17,425	$136K	0.0%	$7.55	—	COM	780915104
—	TEMPLETON GLOBAL INCOME FD	20,427	$127K	0.0%	$6.93	—	COM	880198106
—	AROWANA INC	800,000	$103K	0.0%	$0.28	—	RIGHT 01/01/2017	G05011120
PANL	PANGAEA LOGISTICS SOLUTION L	38,472	$96,000	0.0%	$2.46	-25.8%	SHS	G6891L105
—	NUVEEN CR STRATEGIES INCM FD	10,647	$90,000	0.0%	$9.05	—	COM SHS	67073D102
—	COMMUNITY HEALTH SYS INC NEW	10,026,149	$90,000	0.0%	$0.02	—	RIGHT 99/99/9999	203668116
—	PUTMAN HIGH INCOME SEC FUND	10,692	$86,000	0.0%	$8.08	—	SHS BEN INT	746779107
—	PACIFIC SPL ACQUISITION CORP	415,000	$79,000	0.0%	$0.15	—	RIGHT 03/15/2017	G68588113
—	BARINGTON HILCO ACQUISITION	545,520	$63,000	0.0%	$0.16	—	*W EXP 02/11/201	06759V127
—	ASSOCIATED BANC CORP	23,450	$59,000	0.0%	$2.52	—	*W EXP 11/21/201	045487113
—	BARINGTON HILCO ACQUISITION	545,520	$56,000	0.0%	$0.28	—	RIGHT 02/13/2017	06759V119
—	ORIGO ACQUISITION CORP	350,000	$56,000	0.0%	$0.13	—	RIGHT 12/12/2016	G67789134
—	VANGUARD NAT RES LLC	54,023	$49,000	0.0%	$2.98	—	COM UNIT	92205F106
—	AR CAP ACQUISITION CORP	750,000	$45,000	0.0%	$0.20	—	*W EXP 10/06/201	00191R117
—	JENSYN ACQUISITION CORP	200,000	$40,000	0.0%	$0.20	—	RIGHT 99/99/9999	47632B128
UUUU	ENERGY FUELS INC	17,980	$29,000	0.0%	$4.84	-55.3%	COM NEW	292671708
—	JENSYN ACQUISITION CORP	200,000	$14,000	0.0%	$0.07	—	*W EXP 03/01/202	47632B110
—	VALLEY NATL BANCORP	116,185	$6,000	0.0%	$0.20	—	*W EXP 11/14/201	919794131